+19.7%
TFC vs IRE
-97.3%
+117.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +1.9% |
| 7D | +0.3% | -15.5% | +15.8% | +0.3% |
| 30D | +9.2% | -70.4% | +79.5% | +9.1% |
| 3M | -2.9% | -81.6% | +78.7% | -3.0% |
| 6M | +3.5% | -94.7% | +98.2% | +4.0% |
| YTD | +5.4% | -91.8% | +97.2% | +4.7% |
| 1Y | +17.3% | -97.6% | +114.9% | +17.3% |
| All | +19.7% | -97.3% | +117.1% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling